The lst file will show, which variable reached 'Infinity'. Search for something similar to:

** Infeasible solution. A variable has reached 'Infinity'.
Largest legal value (Rtmaxv) is 1.00E+10
The allowable range can be changed with option:
Rtmaxv=x.xxe+xx
EV_v: The variable is unbounded

and put a high upper bound on that variable (in this case EV_v).
Run the model with this bound and check the solution to make sure that bound wasn't active at the solution. If so, you have to increase the upper bound and run the model again.

Here is a comment from Arne Drud on that issue: While trying to find a feasible solution CONOPT ignores the objective function and sometimes it moves in 'crazy' directions and a variable can become very large. If CONOPT keeps the variable at the large value and continue it is likely to get in serious trouble, and I do not know what to do in this situation and this is the reason I stop. The limit for 'very large', rtmaxv, has been modified in 3.14r and it is probably the cause of the changed behavior.